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Search - Advances in Quantitive Analysis of Finance and Accounting Volume 10

Advances in Quantitive Analysis of Finance and Accounting Volume 10
Advances in Quantitive Analysis of Finance and Accounting Volume 10
Author: Cheng-Few Lee
The purpose of this paper is to incorporate both skewness and kurtosis explicitly through extending Zhang (1994) to provide bounds for the prices of and expected payoffs for options, given the first two moments of skewness and kurtosis. The rest of this paper is organized as follows. Section II - distributions of terminal stock prices with given...  more »
ISBN-13: 9780762309696
ISBN-10: 0762309695
Publication Date: 10/25/2002
Pages: 278
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Publisher: JAI Press
Book Type: Hardcover
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